1. Adamczak, R.: A note on the Hanson–Wright inequality for random vectors with dependencies. Electron. Commun. Probab. 20(71), 1–13 (2015)
2. Assaraf, R., Caffarel, M.: Zero-variance principle for Monte Carlo algorithms. Phys. Rev. Lett. 83(23), 4682–4685 (1999)
3. Bakry, D., Gentil, I., Ledoux, M.: Analysis and Geometry of Markov Diffusion Operators, vol. 348. Springer, Berlin (2013)
4. Belomestny, D., Iosipoi, L., Zhivotovskiy, N.: Variance reduction via empirical variance minimization: convergence and complexity (2017). arXiv:1712.04667
5. Belomestny, D., Iosipoi, L., Zhivotovskiy, N.: Variance reduction in monte carlo estimators via empirical variance minimization. Dokl. Math. 98(2), 494–497 (2018)